Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets

The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Pierre Perrón · Econometrica · 1989 · 7.7K citations

Social Sciences, Economics, Econometrics +16

Further evidence on breaking trend functions in macroeconomic variables

Pierre Perrón · Journal of Econometrics · 1997 · 2K citations · Full text

Social Sciences, Economics, Econometrics +15

The East Asian Financial Crisis: Diagnosis, Remedies, Prospects

Steven Radelet, Jeffrey D. Sachs, Richard N. Cooper et al. · Brookings Papers on Economic Activity · 1998 · 1.6K citations · Full text

Social Sciences, Finance, International Economics +13

Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model

Kung‐Sik Chan · The Annals of Statistics · 1993 · 1.3K citations · Full text

Engineering, Economics, Stochastic Modeling +15

Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates

Walter Enders, C. W. J. Granger · Journal of Business and Economic Statistics · 1998 · 1.2K citations

Social Sciences, Economics, Econometrics +13